+296.2%
ENPH vs THC
+1,281.5%
-985.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | +4.1% | +7.5% | -3.4% | +1.8% |
| 30D | -11.4% | +9.6% | -20.9% | -14.1% |
| 3M | -30.5% | +10.3% | -40.8% | -33.0% |
| 6M | -20.2% | +51.8% | -72.0% | -32.2% |
| YTD | -9.3% | +45.4% | -54.7% | -23.1% |
| 1Y | -3.8% | +40.8% | -44.6% | -18.1% |
| 3Y | -61.5% | +448.8% | -510.3% | -80.3% |
| 5Y | -87.9% | +263.4% | -351.2% | -93.2% |
| 10Y | +2,519.8% | +1,800.1% | +719.8% | +540.3% |
| All | +296.2% | +1,281.5% | -985.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling